Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 12.096924 13.847361 15.727144 17.891771 20.311254 22.927910 25.967435
2025-10-05 9.758727 12.189870 14.997313 18.461542 22.602508 27.373961 33.267016
2025-10-12 8.514054 11.249633 14.558211 18.821522 24.132916 30.492853 38.641127
2025-10-19 7.331131 10.205093 13.832357 18.694175 24.980683 32.769854 43.076374
2025-10-26 6.401749 9.333100 13.174255 18.502537 25.616518 34.691639 47.031750
2025-11-02 5.718469 8.698786 12.740205 18.522963 26.468472 36.870050 51.357864
2025-11-09 5.194479 8.218002 12.449032 18.676506 27.457493 39.222260 55.962801
2025-11-16 4.681367 7.693384 12.038043 18.607705 28.101422 41.101598 59.973706
2025-11-23 4.211824 7.181852 11.593042 18.437789 28.562314 42.714457 63.647750
2025-11-30 3.879133 6.845128 11.370930 18.561780 29.426425 44.898463 68.173636
2025-12-07 3.676010 6.692347 11.409038 19.064639 30.853190 47.921232 73.983860
2025-12-14 3.331073 6.272624 10.995197 18.837053 31.158509 49.313050 77.473924
2025-12-21 2.889656 5.652961 10.222678 18.006063 30.512039 49.296988 78.941959
2025-12-28 2.758816 5.561486 10.305001 18.545689 32.017078 52.554050 85.393774
2026-01-04 2.610362 5.422253 10.292230 18.919341 33.263619 55.450102 91.385461
2026-01-11 2.390157 5.128774 9.991169 18.787014 33.678707 57.068411 95.469756
2026-01-18 2.182928 4.838520 9.671330 18.596126 33.976680 58.499334 99.295222
2026-01-25 2.026567 4.631375 9.482775 18.616071 34.617015 60.484373 104.042083
2026-02-01 1.902538 4.476396 9.376517 18.770492 35.483996 62.854749 109.466728
2026-02-08 1.760032 4.268960 9.155670 18.701315 35.956227 64.590025 113.917337
2026-02-15 1.617869 4.047495 8.890343 18.530681 36.235910 66.007391 117.884623
2026-02-22 1.521751 3.915802 8.788663 18.655206 37.035894 68.309587 123.362029
2026-03-01 1.473609 3.886054 8.886238 19.160268 38.535702 71.836082 130.967625